Yes, you 're not linking with the library that contains those symbols. Unfortunately, I have no idea which library it is. A quick search just revealed that it's from "Steinberg Audio Stream I/O API" (hence the ASIO prefix).

including a header just tells th compiler what the functions look like, etc ..

But the linker actually wants (assembly) code for it, either you create it yourself (including the implementation files in your project and compile them), or you link to a library (which contains the compiled code), or use an import library for a dll.

[EDIT] you can do without an import library for a dll, but then you have to GetProcAddress to get the functions

Well,a third party product an consist out of source library (set of c/cpp/h files), then you can just add them to your own project, as if it were files you wrote for your own project (check legal usage of those sources). Or the library is provided as a binary library (already compiled, check if the binary are for your platform). In this latter case the header files of the sdk tell you (and the compiler) the functions, types, etc ..

then you should probably add all of those c/cpp files from that sdk to your own project (or create a sepearte project from it and build it as a lib). Check the documentation of that sdk, they should explain it how to do it.